I'm sorry that you've had so many problems trying to get help for your budgie.
There aren't many drugs licensed for use in budgies - most drugs are made for dogs and cats, then horses and cattle, in that order - very little are specifically researched and designed for other species, unfortunately! Because of this, many veterinary drugs are used 'off-label' - vets follow a system called the 'cascade' which enables them to prescribe drugs that aren't specifically for use in a particular species.
Fuciderm is sometimes prescribed by vets for use on birds with itchy skin - this is an example of the use of a dog medicine on birds under the cascade system.
Steroids are commonly used in veterinary practice now - they are used to stop itching, help animals with allergies and to treat and prevent inflammation, for example around injuries. They do have side effects, usually increased thirst and sometimes, mood changes. For this reason they are mainly used when the problem they are treating is worse than the potential side effects. If your budgie is damaging the skin around his vent by scratching at it all the time, steroids might be able to stop the itchiness and help your poor budgie.
If your vet wants to try steroids, and you are unsure, tell him your concerns and he should listen, and explain to you why he wants to use those particular drugs. Likewise with Fuciderm - if you give the vet a ring he should be happy to talk to you about it!
Hope this helps!